Bitcoin has received a lot of attention from both investors and analysts, as it forms the highest market capitalization in the cryptocurrency market. The use of parametric GARCH models to characterise the volatility of Bitcoin returns is widely observed in the empirical literature. In this...

In this paper we use the Bayesian Structural VAR framework to identify the major shock monetary policy shocks in Tunisia over the 1997-2015 and to provide information concerning the evolution of the economy response to these shocks. Compared with previous studies of this country, the main...

In this paper we use the Bayesian Structural VAR framework to identify the major shock monetary policy shocks in Tunisia over the 1997-2015 and to provide information concerning the evolution of the economy response to these shocks. Compared with previous studies of this country, the main...

R is a language and software that allows statistical analysis. It includes means that make it possible to manipulate data, calculations and graphical representations. It provides a wide variety of statistical tools (modeling, statistical testing, time series analysis, classification problems,...

In the last years, the financial sector has seen an increase in the use of machine learning models in banking and insurance contexts. Advanced analytic teams in the financial community are implementing these models regularly. In this paper, we analyses the limitations of machine learning...

In the last years, the financial sector has seen an increase in the use of machine learning models in banking and insurance contexts. Advanced analytic teams in the financial community are implementing these models regularly. In this paper, i present the different Machine Learning techniques...